{"id":7689,"date":"2026-02-25T15:49:37","date_gmt":"2026-02-25T06:49:37","guid":{"rendered":"https:\/\/blog.since2020.jp\/?p=7689"},"modified":"2026-02-25T15:50:53","modified_gmt":"2026-02-25T06:50:53","slug":"no-u-turn-sampler","status":"publish","type":"post","link":"https:\/\/since2020.jp\/media\/no-u-turn-sampler\/","title":{"rendered":"No-U-Turn Sampler\uff08NUTS\uff09\u3068\u306f"},"content":{"rendered":"\n<p>No-U-Turn Sampler\uff08NUTS\uff09\u89e3\u8aac<\/p>\n\n\n<h2>\u30a4\u30f3\u30c8\u30ed\u30c0\u30af\u30b7\u30e7\u30f3\r\n<\/h2>\n<p>\u4eca\u56de\u306f\u3001\u30d9\u30a4\u30ba\u63a8\u8ad6\u306e\u4e16\u754c\u3067\u4eca\u3084\u30b9\u30bf\u30f3\u30c0\u30fc\u30c9\u3068\u306a\u3063\u3066\u3044\u308b\u300cNUTS\u300d\u3068\u3044\u3046\u6280\u8853\u306b\u3064\u3044\u3066\u3001\u308f\u304b\u308a\u3084\u3059\u304f\u89e3\u8aac\u3057\u3066\u3044\u304d\u305f\u3044\u3068\u601d\u3044\u307e\u3059\u3002<\/p>\r\n<p>\u30d9\u30a4\u30ba\u30e2\u30c7\u30eb\u3092\u4f5c\u3063\u3066\u3001MCMC\u3067\u30d1\u30e9\u30e1\u30fc\u30bf\u3092\u63a8\u5b9a\u3067\u304d\u308bPython\u30e9\u30a4\u30d6\u30e9\u30ea\u3068\u3044\u3048\u3070<a href=\"https:\/\/www.pymc.io\/welcome.html\">PyMC<\/a>\u304c\u6709\u540d\u3067\u3059\u3002\u5b9f\u306f\u3053\u306e\u30e9\u30a4\u30d6\u30e9\u30ea\u3067\u3082\u3001NUTS\u304c\u30c7\u30d5\u30a9\u30eb\u30c8\u3067\u4f7f\u308f\u308c\u3066\u3044\u307e\u3059\u3002<\/p>\r\n<b>NUTS\u3063\u3066\u4f55\uff1f\u305d\u306e\u80cc\u666f\u306f\uff1f<\/b>\r\n<p>No-U-Turn Sampler\uff08NUTS\uff09\u306f\u3001<strong>\u30de\u30eb\u30b3\u30d5\u9023\u9396\u30e2\u30f3\u30c6\u30ab\u30eb\u30ed\u6cd5\uff08MCMC\uff09\u306e\u4e00\u7a2e<\/strong>\u3067\u3001<strong>\u30cf\u30df\u30eb\u30c8\u30cb\u30a2\u30f3\u30fb\u30e2\u30f3\u30c6\u30ab\u30eb\u30ed\uff08HMC\uff09<\/strong>\u3092\u3055\u3089\u306b\u4f7f\u3044\u3084\u3059\u304f\u6539\u826f\u3057\u305f\u30b5\u30f3\u30d7\u30ea\u30f3\u30b0\u624b\u6cd5\u3067\u3059\u3002<\/p>\r\n<p>\u30d9\u30a4\u30ba\u7d71\u8a08\u3067\u306f\u4e8b\u5f8c\u5206\u5e03\u304b\u3089\u30b5\u30f3\u30d7\u30eb\u3092\u53d6\u3063\u3066\u304f\u308b\u3053\u3068\u304c\u3068\u3066\u3082\u91cd\u8981\u3067\u3059\u304c\u3001\u30e2\u30c7\u30eb\u304c\u8907\u96d1\u306b\u306a\u308b\u3068\u5f93\u6765\u306eMCMC\u624b\u6cd5\u3067\u306f\u8a08\u7b97\u52b9\u7387\u3084\u53ce\u675f\u6027\u306b\u554f\u984c\u304c\u51fa\u3066\u304d\u307e\u3059\u3002\u7279\u306b\u6271\u3046\u30d1\u30e9\u30e1\u30fc\u30bf\u306e\u6570\u304c\u5897\u3048\u308b\u3068\u3001\u30e9\u30f3\u30c0\u30e0\u30a6\u30a9\u30fc\u30af\u578b\u306e\u624b\u6cd5\u3067\u306f\u63a2\u7d22\u304c\u3081\u3061\u3083\u304f\u3061\u3083\u9045\u304f\u306a\u3063\u3066\u3057\u307e\u3044\u307e\u3059\u3002\u305d\u3053\u3067\u767b\u5834\u3057\u305f\u306e\u304cHMC\u3001\u305d\u3057\u3066\u305d\u306e\u5b9f\u7528\u6027\u3092\u3055\u3089\u306b\u9ad8\u3081\u305f\u306e\u304cNUTS\u3068\u3044\u3046\u308f\u3051\u3067\u3059\u3002<\/p>\r\n<b>\u306a\u305cNUTS\u304c\u4f7f\u308f\u308c\u3066\u3044\u308b\u306e\uff1f<\/b>\r\n<p>NUTS\u304c\u591a\u304f\u306e\u5834\u9762\u3067\u4f7f\u308f\u308c\u3066\u3044\u308b\u7406\u7531\u3001\u305d\u308c\u306fHMC\u306e\u9ad8\u6027\u80fd\u3092\u4fdd\u3061\u306a\u304c\u3089\u300c\u30d1\u30e9\u30e1\u30fc\u30bf\u8abf\u6574\u306e\u9762\u5012\u304f\u3055\u3055\u300d\u3092\u89e3\u6d88\u3057\u3066\u304f\u308c\u305f\u304b\u3089\u3067\u3059\u3002\u5f93\u6765\u306eHMC\u3067\u306f\u3001\u8907\u6570\u306e\u30cf\u30a4\u30d1\u30fc\u30d1\u30e9\u30e1\u30fc\u30bf\u3092\u624b\u52d5\u3067\u8abf\u6574\u3059\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3057\u305f\u3002\u3057\u304b\u3057\u3001NUTS\u306f\u3053\u308c\u3092\u81ea\u52d5\u5316\u3057\u3066\u304f\u308c\u308b\u305f\u3081\u3001\u7d30\u304b\u3044\u8a2d\u5b9a\u3092\u6c17\u306b\u305b\u305a\u5b89\u5b9a\u3057\u305f\u63a8\u8ad6\u304c\u3067\u304d\u308b\u3088\u3046\u306b\u306a\u308a\u307e\u3057\u305f\u3002\u305d\u3053\u3067\u3001Stan\u3084PyMC\u3068\u3044\u3063\u305f\u30d9\u30a4\u30ba\u63a8\u8ad6\u30e9\u30a4\u30d6\u30e9\u30ea\u3067\u306f<strong>NUTS\u304c\u6a19\u6e96\u624b\u6cd5\uff08\u30c7\u30d5\u30a9\u30eb\u30c8\uff09<\/strong>\u3068\u3057\u3066\u63a1\u7528\u3055\u308c\u308b\u3088\u3046\u306b\u306a\u308a\u307e\u3057\u305f\u3002<\/p>\r\n<p><!-- notionvc: 8fc6c899-84f9-4b29-be24-0e4ef6850b62 --><\/p>\n\n<h2>\u8a73\u7d30\u8aac\u660e<\/h2>\n<b>\u57fa\u672c\u7684\u306a\u4ed5\u7d44\u307f<\/b>\r\n<p>HMC\u3067\u306f\u3001\u78ba\u7387\u5206\u5e03\u3092\u300c\u30a8\u30cd\u30eb\u30ae\u30fc\u5730\u5f62\u300d\u3068\u3057\u3066\u6349\u3048\u3066\u3001\u5bfe\u6570\u4e8b\u5f8c\u5206\u5e03\u306e\u52fe\u914d\u3092\u4f7f\u3044\u306a\u304c\u3089\u30cf\u30df\u30eb\u30c8\u30f3\u529b\u5b66\u306e\u65b9\u7a0b\u5f0f\u306b\u5f93\u3063\u3066\u72b6\u614b\u3092\u66f4\u65b0\u3057\u3066\u3044\u304d\u307e\u3059\u3002\u3053\u308c\u306b\u3088\u3063\u3066\u3001\u30e9\u30f3\u30c0\u30e0\u30a6\u30a9\u30fc\u30af\u306e\u3088\u3046\u306a\u7121\u99c4\u306a\u884c\u3063\u305f\u308a\u6765\u305f\u308a\u3092\u907f\u3051\u3064\u3064\u3001\u5206\u5e03\u5168\u4f53\u3092\u52b9\u7387\u3088\u304f\u63a2\u7d22\u3067\u304d\u307e\u3059\u3002<\/p>\r\n<b>NUTS\u306e\u7279\u5fb4<\/b>\r\n<p>HMC\u306e\u5f31\u70b9\u306f\u3001\u30b9\u30c6\u30c3\u30d7\u30b5\u30a4\u30ba\u03b5\u3068\u30ea\u30fc\u30d7\u30d5\u30ed\u30c3\u30b0\u6cd5\u306e\u30b9\u30c6\u30c3\u30d7\u6570L\u306e\u8abf\u6574\u304c\u96e3\u3057\u3044\u3068\u3053\u308d\u3067\u3057\u305f\u3002NUTS\u306f\u3053\u306e<strong>\u30b9\u30c6\u30c3\u30d7\u6570L\u3092\u81ea\u52d5\u3067\u6c7a\u3081\u3066\u304f\u308c<\/strong>\u307e\u3059\u3002<\/p>\r\n<p>\u5177\u4f53\u7684\u306b\u306f\u3001\u8ecc\u9053\u3092\u524d\u5f8c\u306b\u4f38\u3070\u3057\u306a\u304c\u3089\u63a2\u7d22\u3092\u7d9a\u3051\u3066\u3001\u300cU\u30bf\u30fc\u30f3\u300d\uff08\u5143\u306e\u65b9\u5411\u306b\u623b\u308a\u59cb\u3081\u305f\u72b6\u614b\uff09\u3092\u691c\u51fa\u3057\u305f\u3089\u63a2\u7d22\u3092\u30b9\u30c8\u30c3\u30d7\u3057\u307e\u3059\u3002\u3053\u306e\u4ed5\u7d44\u307f\u304c<strong>No-U-Turn Sampler<\/strong>\u3068\u3044\u3046\u540d\u524d\u306e\u7531\u6765\u306b\u306a\u3063\u3066\u3044\u307e\u3059\u3002<\/p>\r\n<p><!-- notionvc: 2ceb2f47-d18d-402b-81dd-d1e656a077b5 --><\/p>\n\n<h2>\u30a2\u30eb\u30b4\u30ea\u30ba\u30e0\u3068\u4f7f\u7528\u4f8b<\/h2>\n<b><strong>NUTS\u306e\u30a2\u30eb\u30b4\u30ea\u30ba\u30e0<\/strong><\/b>\r\n<ol>\r\n\t<li>\u521d\u671f\u72b6\u614b\u306e\u9078\u629e\uff1a\u30d1\u30e9\u30e1\u30fc\u30bf\u306e\u521d\u671f\u5024\u3068\u88dc\u52a9\u5909\u6570\uff08\u904b\u52d5\u91cf\uff09\u3092\u8a2d\u5b9a\u3057\u307e\u3059\u3002<\/li>\r\n\t<li>\u30cf\u30df\u30eb\u30c8\u30f3\u529b\u5b66\u306b\u57fa\u3065\u304f\u63a2\u7d22\u306e\u958b\u59cb\uff1a\u30cf\u30df\u30eb\u30c8\u30f3\u529b\u5b66\u306b\u57fa\u3065\u304f\u30b7\u30df\u30e5\u30ec\u30fc\u30b7\u30e7\u30f3\u3067\u3001\u78ba\u7387\u5206\u5e03\u306e\u5f62\u306b\u6cbf\u3063\u3066\u79fb\u52d5\u3092\u59cb\u3081\u307e\u3059\u3002<\/li>\r\n\t<li>\u63a2\u7d22\u8ecc\u9053\u306e\u81ea\u52d5\u62e1\u5f35\uff1a\u30d1\u30e9\u30e1\u30fc\u30bf\u7a7a\u9593\u306e\u4e2d\u3092\u524d\u5f8c\u65b9\u5411\u306b\u6bb5\u968e\u7684\u306b\u5e83\u3052\u3066\u3044\u304d\u307e\u3059\u3002<\/li>\r\n\t<li>U\u30bf\u30fc\u30f3\u306e\u5224\u5b9a\uff1a\u9032\u884c\u65b9\u5411\u304c\u5143\u306e\u4f4d\u7f6e\u306b\u623b\u308a\u59cb\u3081\u305f\u304b\u3092\u30c1\u30a7\u30c3\u30af\u3057\u3066\u3001\u7121\u99c4\u306a\u5f80\u5fa9\u306b\u306a\u308a\u305d\u3046\u306a\u3089\u63a2\u7d22\u3092\u30b9\u30c8\u30c3\u30d7\u3057\u307e\u3059\u3002<\/li>\r\n\t<li>\u6b21\u306e\u30d1\u30e9\u30e1\u30fc\u30bf\u306e\u9078\u629e\uff1a\u4f5c\u3089\u308c\u305f\u63a2\u7d22\u8ecc\u9053\u306e\u4e2d\u304b\u3089\u3001\u78ba\u7387\u7684\u306b\u6b21\u306e\u30d1\u30e9\u30e1\u30fc\u30bf\u4f4d\u7f6e\u3092\u9078\u3073\u307e\u3059\u3002<\/li>\r\n\t<li>\u30a4\u30c6\u30ec\u30fc\u30b7\u30e7\u30f3\u306e\u7e70\u308a\u8fd4\u3057\uff1a\u4e0a\u8a18\u306e\u624b\u9806\u3092\u7e70\u308a\u8fd4\u3057\u3066\u3001\u30b5\u30f3\u30d7\u30eb\u3092\u96c6\u3081\u3066\u3044\u304d\u307e\u3059\u3002<\/li>\r\n\t<li>\u53ce\u675f\u306e\u8a55\u4fa1\uff1a\u5f97\u3089\u308c\u305f\u30b5\u30f3\u30d7\u30eb\u3092\u4f7f\u3063\u3066\u3001\u30a2\u30eb\u30b4\u30ea\u30ba\u30e0\u304c\u5341\u5206\u306b\u5206\u5e03\u3092\u63a2\u7d22\u3067\u304d\u3066\u3044\u308b\u304b\u3092\u8a55\u4fa1\u3057\u307e\u3059\u3002<\/li>\r\n<\/ol>\r\n<b>\u3069\u3093\u306a\u5834\u9762\u3067\u6d3b\u8e8d\u3059\u308b\u306e\uff1f<\/b>\r\n<p>NUTS\u306f\u3001\u968e\u5c64\u30d9\u30a4\u30ba\u30e2\u30c7\u30eb\u3084\u3001\u305f\u304f\u3055\u3093\u306e\u30d1\u30e9\u30e1\u30fc\u30bf\u3092\u542b\u3080\u56de\u5e30\u30e2\u30c7\u30eb\u306a\u3069\u3067\u7279\u306b\u5a01\u529b\u3092\u767a\u63ee\u3057\u307e\u3059\u3002\u5b9f\u52d9\u306e\u73fe\u5834\u3067\u306f\u3001\u30b5\u30f3\u30d7\u30e9\u30fc\u3092\u624b\u52d5\u3067\u8abf\u6574\u3059\u308b\u6642\u9593\u304c\u5927\u5e45\u306b\u6e1b\u3063\u3066\u3001\u3053\u308c\u307e\u3067\u300c\u7406\u8ad6\u7684\u306b\u306f\u53ef\u80fd\u3060\u3051\u3069\u8a08\u7b97\u304c\u5927\u5909\u3059\u304e\u3066\u7121\u7406\u300d\u3060\u3063\u305f\u30e2\u30c7\u30eb\u304c\u73fe\u5b9f\u7684\u306b\u4f7f\u3048\u308b\u3088\u3046\u306b\u306a\u308a\u307e\u3057\u305f\u3002<\/p>\r\n<p><!-- notionvc: 155cd38b-9d92-473f-b3c3-d6ffce274cb1 --><\/p>\n\n<h2>\u5229\u70b9\u3068\u8ab2\u984c<\/h2>\n<b>\u30e1\u30ea\u30c3\u30c8\u3068\u30c7\u30e1\u30ea\u30c3\u30c8<\/b>\r\n<p><img decoding=\"async\" src=\"https:\/\/since2020.jp\/media\/wp-content\/uploads\/2026\/02\/\u30b9\u30af\u30ea\u30fc\u30f3\u30b7\u30e7\u30c3\u30c8-2026-02-25-15.30.12.png\" alt=\"\" width=\"1456\" height=\"320\" class=\"alignnone size-full wp-image-7691\" srcset=\"https:\/\/since2020.jp\/media\/wp-content\/uploads\/2026\/02\/\u30b9\u30af\u30ea\u30fc\u30f3\u30b7\u30e7\u30c3\u30c8-2026-02-25-15.30.12.png 1456w, https:\/\/since2020.jp\/media\/wp-content\/uploads\/2026\/02\/\u30b9\u30af\u30ea\u30fc\u30f3\u30b7\u30e7\u30c3\u30c8-2026-02-25-15.30.12-300x66.png 300w, https:\/\/since2020.jp\/media\/wp-content\/uploads\/2026\/02\/\u30b9\u30af\u30ea\u30fc\u30f3\u30b7\u30e7\u30c3\u30c8-2026-02-25-15.30.12-1024x225.png 1024w, 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